+2,115.2%
VGT vs STLA
+263.8%
+1,851.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.1% |
| 7D | +1.0% | +2.6% | -1.6% | +0.4% |
| 30D | +1.3% | -1.2% | +2.5% | +1.4% |
| 3M | -1.1% | -24.8% | +23.6% | +4.5% |
| 6M | +32.6% | -25.6% | +58.2% | +40.1% |
| YTD | +29.0% | -48.9% | +77.9% | +45.5% |
| 1Y | +39.7% | -38.8% | +78.5% | +50.4% |
| 3Y | +120.9% | -64.5% | +185.5% | +160.0% |
| 5Y | +133.6% | -62.4% | +196.0% | +167.0% |
| 10Y | +792.6% | +55.4% | +737.2% | +705.9% |
| All | +2,115.2% | +263.8% | +1,851.4% | +1,806.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded STLA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling